+2,682.2%
TSLA vs A
+251.1%
+2,431.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | +3.0% | -4.4% | +7.4% | +5.6% |
| 30D | +11.2% | -2.7% | +13.8% | +12.9% |
| 3M | -7.3% | +7.0% | -14.3% | -11.6% |
| 6M | -7.7% | +24.6% | -32.4% | -21.2% |
| YTD | -18.2% | +7.0% | -25.2% | -23.6% |
| 1Y | +6.0% | +15.6% | -9.6% | -6.2% |
| 3Y | +48.0% | +29.9% | +18.1% | +15.6% |
| 5Y | +46.2% | -15.4% | +61.6% | +49.1% |
| All | +2,682.2% | +251.1% | +2,431.1% | +1,301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling